Wubi – Ubuntu Installer for Windows

Try Ubuntu on your Windows machine without partitioning your hard drive or creating a boot CD.
No need to burn a CD. Just run the installer, enter a password for the new account, and click “Install”, go grab a coffee, and when you are back, Ubuntu will be ready for you.Wubi allows you to install and uninstall Ubuntu as any other Windows application, in a simple and safe way

Download wubi:

http://nchc.dl.sourceforge.net/sourceforge/wubi/Wubi-8.04.1-rev506.exe